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Convergence controls for MCMC algorithms, with applications to hidden markov chains - MaRDI portal

Convergence controls for MCMC algorithms, with applications to hidden markov chains (Q4949763)

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scientific article; zbMATH DE number 1441790
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Convergence controls for MCMC algorithms, with applications to hidden markov chains
scientific article; zbMATH DE number 1441790

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    Convergence controls for MCMC algorithms, with applications to hidden markov chains (English)
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    17 September 2001
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    allocation
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    backward formula
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    Kolmogorov-Smirnov tests
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    mixture model
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    normality test
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    Spearman independence test
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    stationary
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    subsampling
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    Identifiers